In this paper we describe the Xlisp-Stat version of the sm library, a software for applying nonparametric kernel smoothing methods. The original version of the sm library was written by Bowman and Azzalini in S-Plus, and it is documented in their book Applied Smoothing Techniques for Data...

Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide...

The World Wide Web (WWW) is a new mechanism for providing information. At this point, the majority of the information on the WWW is static, which means it is incapable of responding to user input. Text, images, and video are examples of static information that can easily be included in a WWW...

This paper discusses an algorithm for computing the cumulative distribution function cdf for the generalized F distribution and the companion Fortran77 code GENF. Examples of such distributions are the Cook's D_I statistics and the Hotelling's T test when the covariance is misspecified.

We provide a new version of our ziggurat method for generating a random variable from a given decreasing density. It is faster and simpler than the original, and will produce, for example, normal or exponential variates at the rate of 15 million per second with a C version on a 400MHz PC. It...

Confidence intervals for multinomial proportions are often constructed using large-sample methods that rely on expected cell counts of 5 or greater. In situations that give rise to a large number of categories, the cell counts may not be of adequate size to ensure the appropriate overall...

See paper for mathematical introduction.

Statistical computing when input/output is driven by a Graphical User Interface is considered. A proposal is made for automatic control of computational flow to ensure that only strictly required computations are actually carried on. The computational flow is modeled by a directed graph for...

Bayes linear methodology provides a quantitative structure for expressing our beliefs and systematic methods for revising these beliefs given observational data. Particular emphasis is placed upon interpretation of and diagnostics for the specification. The approach is similar in spirit to the...

We present a non exhaustive bibliographical and comparative study of the problem of simulation and identification of the fractional Brownian motion. The discussed implementation is realized within the software S-plus 3.4. A few simulations illustrate this work. Furthermore, we propose a test...